+1,559.3%
ASML vs CG
+274.5%
+1,284.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.8% | -0.3% |
| 7D | +10.4% | -1.5% | +11.9% | +11.2% |
| 30D | -12.7% | +5.7% | -18.4% | -15.5% |
| 3M | -17.2% | -17.9% | +0.7% | -9.3% |
| 6M | -1.3% | -20.2% | +18.9% | +8.9% |
| YTD | +40.8% | -32.0% | +72.8% | +66.9% |
| 1Y | +45.2% | -27.0% | +72.2% | +65.6% |
| 3Y | +131.8% | +42.8% | +89.0% | +74.3% |
| 5Y | +84.0% | -23.4% | +107.5% | +84.8% |
| All | +1,559.3% | +274.5% | +1,284.7% | +797.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling